genichinandClaude Sonnet 4.6
0082d3b5da
## REQ-038 CHG-04/05: KIS 시세 tr_id 정정 (FHKST01010100)
- kis.py _tr_price(): TTTC8397R/VTTC8397R → FHKST01010100 (실전/모의 공용)
배포 전 실 KIS LIVE 진단에서 구 tr_id가 rt_cd=1 "없는 서비스 코드"로 거부됨을
확인 — stop-loss/take-profit이 LIVE에서 조용히 미발동하는 결함이었음.
FHKST01010100으로 정정 후 get_current_price('005930')=329000(rt_cd=0) 확인.
- test_kis_price.py: AC-7 테스트 정정 (FHKST01010100 공용 검증)
- REQ-038: CHG-04/05 Change Log 추가, Requirement/AC-7/Notes 정정
- BAT-011 implementation.md: LIVE 검증 및 tr_id 정정 이력 추가
- BAT-011 verification.md: AC-7 evidence를 CHG-04 정정 버전으로 갱신
- docs/srs/index.md: CHG-04/05 Change Log 항목 추가
## REL-003: core 자율 안전 매도 release 문서 생성
- docs/releases/rel-003_20260607_core-autonomous-safety-sell.md 신규 생성
(BAT-010 + BAT-011, app-service profile, Status: confirmed)
- docs/releases/index.md: REL-003 행 추가
## dcy-008: 비상 정지/강제 청산(kill-switch) Discovery 초안
- docs/discovery/dcy-008_20260607_emergency-stop-kill-switch.md 신규 생성
GitHub #3 기반; SlotService.sell() 재사용, 당일 전략 제외 day-scoped
FR 6개, NFR 3개, OQ 4개 (트리거 표면/영속 방식/수동 해제 결정 필요)
- docs/discovery/index.md: dcy-008 행 추가
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
293 lines
12 KiB
Python
293 lines
12 KiB
Python
"""KIS (한국투자증권) Open API broker adapter (REQ-012, dcy-003).
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Implements BrokerPort against the KIS REST API, modeled on the trex-orbit
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reference (app/broker/kis.py). Slice 1 validates against the KIS 모의투자
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(VTS sandbox) server; real-account go-live is config-gated and out of scope.
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Endpoints: /oauth2/tokenP (token), /uapi/domestic-stock/v1/trading/order-cash
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(submit), /uapi/domestic-stock/v1/trading/inquire-daily-ccld (fill poll),
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/uapi/domestic-stock/v1/trading/order-rvsecncl (cancel).
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"""
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from __future__ import annotations
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from datetime import datetime, timedelta, timezone
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from decimal import Decimal, InvalidOperation
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from typing import Optional
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import httpx
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from trex_core.application.broker_port import (
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BalanceItem,
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FillStatus,
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OrderAck,
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OrderRequest,
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calculate_fee,
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)
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_KST = timezone(timedelta(hours=9))
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_MOCK_HINTS = ("openapivts", "virtual", "mock")
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def _safe_int(v: object) -> Optional[int]:
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try:
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return int(str(v).strip())
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except (TypeError, ValueError):
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return None
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class KISBroker:
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"""KIS REST broker adapter. Live account is gated behind `allow_live`."""
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def __init__(
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self,
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account_ref: str,
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*,
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app_key: str,
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app_secret: str,
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base_url: str,
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timeout: float = 5.0,
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allow_live: bool = False,
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token_cache=None,
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) -> None:
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self._account_ref = account_ref
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self._app_key = app_key
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self._app_secret = app_secret
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self._base_url = base_url.rstrip("/")
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self._timeout = timeout
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self._token: Optional[str] = None
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self._token_exp: datetime = datetime.now(tz=timezone.utc)
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self._token_cache = token_cache # optional TokenCache (L2, REQ-016)
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is_mock = any(h in self._base_url for h in _MOCK_HINTS)
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if not is_mock and not allow_live:
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raise RuntimeError(
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"KIS live account base_url requires allow_live=True (config-gated). "
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"Use the 모의투자 (openapivts) endpoint for slice-1."
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)
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self._mock = is_mock
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def name(self) -> str:
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return "kis-mock" if self._mock else "kis-live"
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# --- auth ---
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def _ensure_token(self) -> str:
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# L1: in-memory
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if self._token and datetime.now(tz=timezone.utc) < self._token_exp:
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return self._token
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# L2: shared/persistent cache (Redis) — survives restart / multi-process (REQ-016)
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if self._token_cache is not None:
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cached = self._token_cache.load(self._account_ref, self._app_key)
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if cached is not None:
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self._token, self._token_exp = cached
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return self._token
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# L3: issue from KIS
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resp = httpx.post(
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f"{self._base_url}/oauth2/tokenP",
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json={
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"grant_type": "client_credentials",
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"appkey": self._app_key,
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"appsecret": self._app_secret,
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},
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timeout=self._timeout,
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)
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resp.raise_for_status()
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data = resp.json()
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self._token = data["access_token"]
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ttl = int(data.get("expires_in", 3600))
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self._token_exp = datetime.now(tz=timezone.utc) + timedelta(seconds=max(60, ttl - 300))
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if self._token_cache is not None:
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self._token_cache.store(self._account_ref, self._app_key, self._token, self._token_exp)
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return self._token
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def _headers(self, tr_id: str) -> dict[str, str]:
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return {
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"authorization": f"Bearer {self._ensure_token()}",
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"appkey": self._app_key,
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"appsecret": self._app_secret,
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"tr_id": tr_id,
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"content-type": "application/json; charset=utf-8",
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}
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def _account(self) -> tuple[str, str]:
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raw = self._account_ref.strip()
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if "-" in raw:
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cano, product = raw.split("-", 1)
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return cano.strip(), product.strip()
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digits = "".join(c for c in raw if c.isdigit())
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return digits[:8], (digits[8:] or "01")
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def _tr_submit(self, side: str) -> str:
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if self._mock:
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return "VTTC0012U" if side == "buy" else "VTTC0011U"
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return "TTTC0012U" if side == "buy" else "TTTC0011U"
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def _tr_price(self) -> str:
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"""tr_id for current-price inquiry (REQ-038 AC-7, CHG-20260607-04).
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주식현재가 시세 uses FHKST01010100 for both live and 모의투자 — KIS
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does not provide separate VTS quote tr_ids (the old TTTC8397R/
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VTTC8397R were rejected LIVE as "없는 서비스 코드", rt_cd=1).
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"""
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return "FHKST01010100"
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# --- BrokerPort ---
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def submit_order(self, req: OrderRequest) -> OrderAck:
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cano, product = self._account()
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body = {
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"CANO": cano,
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"ACNT_PRDT_CD": product,
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"PDNO": req.symbol,
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"ORD_DVSN": req.order_type,
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"ORD_QTY": str(req.qty),
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"ORD_UNPR": str(req.limit_price or 0),
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}
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try:
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resp = httpx.post(
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f"{self._base_url}/uapi/domestic-stock/v1/trading/order-cash",
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headers=self._headers(self._tr_submit(req.side)),
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json=body,
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timeout=self._timeout,
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)
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payload = resp.json()
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except (httpx.HTTPError, ValueError) as exc:
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return OrderAck(accepted=False, reason=f"submit_network_error:{type(exc).__name__}",
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raw={"error": str(exc)})
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if str(payload.get("rt_cd")) == "0":
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out = payload.get("output") or {}
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odno = out.get("ODNO") or out.get("odno")
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orgno = out.get("KRX_FWDG_ORD_ORGNO") or out.get("ord_gno_brno") or ""
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bid = f"{orgno}:{odno}" if orgno else str(odno)
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return OrderAck(accepted=True, broker_order_id=bid, raw=payload)
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return OrderAck(accepted=False, reason=payload.get("msg1") or payload.get("msg_cd"),
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raw=payload)
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def poll_fill(self, broker_order_id: str, *, side: str, symbol: str) -> FillStatus:
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cano, product = self._account()
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odno = broker_order_id.split(":")[-1]
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today = datetime.now(tz=_KST).strftime("%Y%m%d")
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tr_id = "VTTC8001R" if self._mock else "TTTC8001R"
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params = {
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"CANO": cano, "ACNT_PRDT_CD": product,
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"INQR_STRT_DT": today, "INQR_END_DT": today,
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"SLL_BUY_DVSN_CD": "00", "INQR_DVSN": "00", "PDNO": "",
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"CCLD_DVSN": "00", "ORD_GNO_BRNO": "", "ODNO": odno,
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"INQR_DVSN_3": "00", "INQR_DVSN_1": "",
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"CTX_AREA_FK100": "", "CTX_AREA_NK100": "",
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}
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try:
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resp = httpx.get(
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f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-daily-ccld",
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headers=self._headers(tr_id), params=params, timeout=self._timeout,
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)
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payload = resp.json()
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except (httpx.HTTPError, ValueError) as exc:
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return FillStatus(state="unknown", raw={"error": str(exc)})
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rows = payload.get("output1") or []
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row = next((r for r in rows if str(r.get("odno")) == odno), rows[0] if rows else None)
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if row is None:
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return FillStatus(state="accepted", raw=payload)
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ord_qty = _safe_int(row.get("ord_qty")) or 0
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ccld_qty = _safe_int(row.get("tot_ccld_qty")) or 0
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avg = _safe_int(row.get("avg_prvs")) or _safe_int(row.get("ccld_prvs"))
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if ccld_qty <= 0:
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return FillStatus(state="accepted", raw=row)
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if ccld_qty >= ord_qty and ord_qty > 0:
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# Deterministic execution_id (dcy-004 OQ-3, orbit kis.py rule):
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# kis-daily-ccld:{ord_dt}:{ord_gno_brno}:{odno}:{tot_ccld_qty}
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ord_dt = str(row.get("ord_dt") or today)
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ord_gno_brno = str(row.get("ord_gno_brno") or "")
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row_odno = str(row.get("odno") or odno)
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execution_id = f"kis-daily-ccld:{ord_dt}:{ord_gno_brno}:{row_odno}:{ccld_qty}"
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fill_price = float(avg) if avg else 0.0
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fee = calculate_fee(side, ccld_qty * fill_price)
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return FillStatus(
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state="filled", filled_qty=ccld_qty,
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avg_price=fill_price or None,
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execution_id=execution_id, fee=fee, tax=0.0, raw=row,
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)
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return FillStatus(state="partially_filled", filled_qty=ccld_qty,
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avg_price=float(avg) if avg else None, raw=row)
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def get_balance(self) -> list[BalanceItem]:
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"""KIS 주식잔고조회 (`TTTC8434R`/`VTTC8434R`).
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Aggregates `output1[*].pdno` + `hldg_qty`, drops zero-qty rows
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(D-2 leftover, Design Decision 7). Network/credential errors map to
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an empty list (caller treats as no broker positions).
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"""
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cano, product = self._account()
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tr_id = "VTTC8434R" if self._mock else "TTTC8434R"
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params = {
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"CANO": cano, "ACNT_PRDT_CD": product,
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"AFHR_FLPR_YN": "N", "OFL_YN": "",
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"INQR_DVSN": "02", "UNPR_DVSN": "01",
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"FUND_STTL_ICLD_YN": "N", "FNCG_AMT_AUTO_RDPT_YN": "N",
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"PRCS_DVSN": "01",
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"CTX_AREA_FK100": "", "CTX_AREA_NK100": "",
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}
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try:
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resp = httpx.get(
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f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-balance",
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headers=self._headers(tr_id), params=params, timeout=self._timeout,
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)
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payload = resp.json()
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except (httpx.HTTPError, ValueError):
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return []
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if str(payload.get("rt_cd")) != "0":
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return []
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rows = payload.get("output1") or []
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out: list[BalanceItem] = []
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for row in rows:
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symbol = str(row.get("pdno") or "").strip()
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qty = _safe_int(row.get("hldg_qty")) or 0
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if not symbol or qty <= 0:
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continue
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out.append(BalanceItem(symbol=symbol, hldg_qty=qty))
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return out
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def get_current_price(self, symbol: str) -> Optional[Decimal]:
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"""Current traded price `stck_prpr` via KIS inquire-price (REQ-038).
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tr_id: `TTTC8397R` (live) / `VTTC8397R` (mock) per REQ-038 AC-7.
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Returns None on network/parse error or missing price so the
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safety-sell worker skips the slot this tick (no false trigger).
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"""
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params = {"FID_COND_MRKT_DIV_CODE": "J", "FID_INPUT_ISCD": symbol}
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try:
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resp = httpx.get(
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f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-price",
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headers=self._headers(self._tr_price()), params=params, timeout=self._timeout,
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)
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payload = resp.json()
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except (httpx.HTTPError, ValueError):
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return None
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if str(payload.get("rt_cd")) != "0":
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return None
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out = payload.get("output") or {}
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raw = out.get("stck_prpr")
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if raw is None or str(raw).strip() == "":
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return None
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try:
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return Decimal(str(raw).strip())
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except (InvalidOperation, ValueError):
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return None
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def cancel_order(self, broker_order_id: str, *, side: str, symbol: str, qty: int) -> bool:
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cano, product = self._account()
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parts = broker_order_id.split(":")
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orgno, odno = (parts[0], parts[1]) if len(parts) == 2 else ("", parts[-1])
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body = {
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"CANO": cano, "ACNT_PRDT_CD": product,
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"KRX_FWDG_ORD_ORGNO": orgno, "ORGN_ODNO": odno,
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"ORD_DVSN": "00", "RVSE_CNCL_DVSN_CD": "02",
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"ORD_QTY": str(qty), "ORD_UNPR": "0", "QTY_ALL_ORD_YN": "Y",
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}
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tr_id = "VTTC0013U" if self._mock else "TTTC0013U"
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try:
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resp = httpx.post(
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f"{self._base_url}/uapi/domestic-stock/v1/trading/order-rvsecncl",
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headers=self._headers(tr_id), json=body, timeout=self._timeout,
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)
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return str(resp.json().get("rt_cd")) == "0"
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except (httpx.HTTPError, ValueError):
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return False
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